EVALUATIONS OF BARRIER-CROSSING PROBABILITIES OF WIENER PATHS

被引：38

作者：

PARK, C ^{[1
]}

SCHUURMANN, FJ ^{[1
]}

机构：

[1] MIAMI UNIV,OXFORD,OH 45056

来源：

关键词：

Compendex;

D O I：

10.2307/3212830

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

PROBABILITY

引用

页码：267 / 275

页数：9

共 7 条

DANIELS, HE .

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ANNALS OF MATHEMATICAL STATISTICS, 1949, 20 (03) :393-403

DURBIN, J .

[5] PROBABILITIES OF WIENER PATHS CROSSING DIFFERENTIABLE CURVES [J].

PARK, C ;

PARANJAPE, SR .

[6] BOUNDARY-CROSSING PROBABILITIES FOR BROWNIAN MOTION [J].

SMITH, CS .

[7]

WEISS R, 1971, NUMER MATH, V18, P442